Multifrequency jump-diffusions: An equilibrium approach
| Year of publication: |
2008
|
|---|---|
| Authors: | Calvet, Laurent E. ; Fisher, Adlai J. |
| Published in: |
Journal of Mathematical Economics. - Elsevier, ISSN 0304-4068. - Vol. 44.2008, 2, p. 207-226
|
| Publisher: |
Elsevier |